SUBROUTINE DSPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
$ LWORK, IWORK, LIWORK, INFO )
*
* -- LAPACK driver routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDZ, LIWORK, LWORK, N
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ),
$ Z( LDZ, * )
* ..
*
* Purpose
* =======
*
* DSPGVD computes all the eigenvalues, and optionally, the eigenvectors
* of a real generalized symmetric-definite eigenproblem, of the form
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
* B are assumed to be symmetric, stored in packed format, and B is also
* positive definite.
* If eigenvectors are desired, it uses a divide and conquer algorithm.
*
* The divide and conquer algorithm makes very mild assumptions about
* floating point arithmetic. It will work on machines with a guard
* digit in add/subtract, or on those binary machines without guard
* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
* Cray-2. It could conceivably fail on hexadecimal or decimal machines
* without guard digits, but we know of none.
*
* Arguments
* =========
*
* ITYPE (input) INTEGER
* Specifies the problem type to be solved:
* = 1: A*x = (lambda)*B*x
* = 2: A*B*x = (lambda)*x
* = 3: B*A*x = (lambda)*x
*
* JOBZ (input) CHARACTER*1
* = 'N': Compute eigenvalues only;
* = 'V': Compute eigenvalues and eigenvectors.
*
* UPLO (input) CHARACTER*1
* = 'U': Upper triangles of A and B are stored;
* = 'L': Lower triangles of A and B are stored.
*
* N (input) INTEGER
* The order of the matrices A and B. N >= 0.
*
* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
* On entry, the upper or lower triangle of the symmetric matrix
* A, packed columnwise in a linear array. The j-th column of A
* is stored in the array AP as follows:
* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
*
* On exit, the contents of AP are destroyed.
*
* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
* On entry, the upper or lower triangle of the symmetric matrix
* B, packed columnwise in a linear array. The j-th column of B
* is stored in the array BP as follows:
* if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
* if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
*
* On exit, the triangular factor U or L from the Cholesky
* factorization B = U**T*U or B = L*L**T, in the same storage
* format as B.
*
* W (output) DOUBLE PRECISION array, dimension (N)
* If INFO = 0, the eigenvalues in ascending order.
*
* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
* If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
* eigenvectors. The eigenvectors are normalized as follows:
* if ITYPE = 1 or 2, Z**T*B*Z = I;
* if ITYPE = 3, Z**T*inv(B)*Z = I.
* If JOBZ = 'N', then Z is not referenced.
*
* LDZ (input) INTEGER
* The leading dimension of the array Z. LDZ >= 1, and if
* JOBZ = 'V', LDZ >= max(1,N).
*
* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
* On exit, if INFO = 0, WORK(1) returns the required LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK.
* If N <= 1, LWORK >= 1.
* If JOBZ = 'N' and N > 1, LWORK >= 2*N.
* If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the required sizes of the WORK and IWORK
* arrays, returns these values as the first entries of the WORK
* and IWORK arrays, and no error message related to LWORK or
* LIWORK is issued by XERBLA.
*
* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
* On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
*
* LIWORK (input) INTEGER
* The dimension of the array IWORK.
* If JOBZ = 'N' or N <= 1, LIWORK >= 1.
* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
*
* If LIWORK = -1, then a workspace query is assumed; the
* routine only calculates the required sizes of the WORK and
* IWORK arrays, returns these values as the first entries of
* the WORK and IWORK arrays, and no error message related to
* LWORK or LIWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: DPPTRF or DSPEVD returned an error code:
* <= N: if INFO = i, DSPEVD failed to converge;
* i off-diagonal elements of an intermediate
* tridiagonal form did not converge to zero;
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
* minor of order i of B is not positive definite.
* The factorization of B could not be completed and
* no eigenvalues or eigenvectors were computed.
*
* Further Details
* ===============
*
* Based on contributions by
* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION TWO
PARAMETER ( TWO = 2.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL LQUERY, UPPER, WANTZ
CHARACTER TRANS
INTEGER J, LIWMIN, LWMIN, NEIG
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL DPPTRF, DSPEVD, DSPGST, DTPMV, DTPSV, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, MAX
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
UPPER = LSAME( UPLO, 'U' )
LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
INFO = 0
IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
INFO = -1
ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -2
ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
INFO = -9
END IF
*
IF( INFO.EQ.0 ) THEN
IF( N.LE.1 ) THEN
LIWMIN = 1
LWMIN = 1
ELSE
IF( WANTZ ) THEN
LIWMIN = 3 + 5*N
LWMIN = 1 + 6*N + 2*N**2
ELSE
LIWMIN = 1
LWMIN = 2*N
END IF
END IF
WORK( 1 ) = LWMIN
IWORK( 1 ) = LIWMIN
*
IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
INFO = -11
ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
INFO = -13
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DSPGVD', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Form a Cholesky factorization of BP.
*
CALL DPPTRF( UPLO, N, BP, INFO )
IF( INFO.NE.0 ) THEN
INFO = N + INFO
RETURN
END IF
*
* Transform problem to standard eigenvalue problem and solve.
*
CALL DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
CALL DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, IWORK,
$ LIWORK, INFO )
LWMIN = MAX( DBLE( LWMIN ), DBLE( WORK( 1 ) ) )
LIWMIN = MAX( DBLE( LIWMIN ), DBLE( IWORK( 1 ) ) )
*
IF( WANTZ ) THEN
*
* Backtransform eigenvectors to the original problem.
*
NEIG = N
IF( INFO.GT.0 )
$ NEIG = INFO - 1
IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
*
* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
* backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
*
IF( UPPER ) THEN
TRANS = 'N'
ELSE
TRANS = 'T'
END IF
*
DO 10 J = 1, NEIG
CALL DTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
$ 1 )
10 CONTINUE
*
ELSE IF( ITYPE.EQ.3 ) THEN
*
* For B*A*x=(lambda)*x;
* backtransform eigenvectors: x = L*y or U'*y
*
IF( UPPER ) THEN
TRANS = 'T'
ELSE
TRANS = 'N'
END IF
*
DO 20 J = 1, NEIG
CALL DTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
$ 1 )
20 CONTINUE
END IF
END IF
*
WORK( 1 ) = LWMIN
IWORK( 1 ) = LIWMIN
*
RETURN
*
* End of DSPGVD
*
END